estimasiAltman

-------------------------------------------------------------------------------name: <unnamed>
log: C:\Users\etisu\Downloads\altman_ave_clean.smcl
log type: smcl
opened on: 13 Jan 2021, 13:13:05
. ***** ASUMSI *****
. mvtest norm X1 X2 X3 X4 X5, bivariate univariate stats(all)
Test for univariate normality
--------------------------------------------------------------------|
------- joint -----Variable | Pr(Skewness)
Pr(Kurtosis) adj chi2(2)
Prob>chi2
-------------+------------------------------------------------------X1 |
0.0000
0.0000
.
0.0000
X2 |
0.0000
0.0000
.
0.0000
X3 |
0.0007
0.0000
.
0.0000
X4 |
0.0000
0.0000
.
0.0000
X5 |
0.0000
0.0000
.
0.0000
--------------------------------------------------------------------Doornik-Hansen test for bivariate normality
-------------------------------------------------------Pair of variables
|
chi2
df
Prob>chi2
---------------------------+---------------------------X1
X2
|
394.04
4
0.0000
X3
|
601.38
4
0.0000
X4
|
1431.28
4
0.0000
X5
|
796.61
4
0.0000
X2
X3
|
625.02
4
0.0000
X4
|
1400.90
4
0.0000
X5
|
781.61
4
0.0000
X3
X4
|
1571.72
4
0.0000
X5
|
1048.42
4
0.0000
X4
X5
|
1714.72
4
0.0000
-------------------------------------------------------Test for multivariate normality
Mardia mSkewness =
Mardia mKurtosis =
Henze-Zirkler
=
Doornik-Hansen
22.03103
82.64757
12.53281
chi2(35)
chi2(1)
chi2(1)
chi2(10)
=
=
=
=
1949.767
4273.012
1910.792
2791.679
Prob>chi2
Prob>chi2
Prob>chi2
Prob>chi2
. mvtest covariances X1 X2 X3 X4 X5, by(Y)
Test of equality of covariance matrices across 2 samples
Modified LR chi2 =
Box F(15,3674.8) =
Box chi2(15) =
166.9338
9.98
150.43
Prob > F =
Prob > chi2 =
0.0000
0.0000
. collin X1 X2 X3 X4 X5
(obs=527)
Collinearity Diagnostics
SQRT
RVariable
VIF
VIF
Tolerance
Squared
---------------------------------------------------X1
1.28
1.13
0.7827
0.2173
X2
1.70
1.30
0.5889
0.4111
X3
1.77
1.33
0.5642
0.4358
X4
1.12
1.06
0.8936
0.1064
X5
1.14
1.07
0.8769
0.1231
=
=
=
=
0.0000
0.0000
0.0000
0.0000
---------------------------------------------------Mean VIF
1.40
Cond
Eigenval
Index
--------------------------------1
3.5309
1.0000
2
0.9772
1.9009
3
0.5516
2.5300
4
0.4718
2.7356
5
0.2439
3.8045
6
0.2246
3.9651
--------------------------------Condition Number
3.9651
Eigenvalues & Cond Index computed from scaled raw sscp (w/ intercept)
Det(correlation matrix)
0.4237
. ***** MODEL *****
. candisc X1 X2 X3 X4 X5, group(Y) priors(proportional)
Canonical linear discriminant analysis
|
| Like| Canon.
EigenVariance
| lihood
Fcn | Corr.
value
Prop.
Cumul. | Ratio
F
df1
df2 Prob>F
----+---------------------------------+-----------------------------------1 | 0.3011 .099669 1.0000 1.0000 | 0.9094 10.385
5
521 0.0000 e
--------------------------------------------------------------------------Ho: this and smaller canon. corr. are zero;
e = exact F
Standardized canonical discriminant function coefficients
| function1
-------------+----------X1 | -.0494878
X2 | -.7913253
X3 | -.2028565
X4 | -.1694271
X5 | -.0822451
Canonical structure
| function1
-------------+----------X1 | -.4666958
X2 | -.9526089
X3 | -.7307529
X4 | -.3107377
X5 | -.269869
Group means on canonical variables
Y | function1
-------------+----------0 | -.0609394
1 | 1.629328
Resubstitution classification summary
+---------+
| Key
|
|---------|
| Number |
| Percent |
+---------+
True Y
| Classified
|
0
1 |
Total
-------------+----------------+------0 |
500
8 |
508
| 98.43
1.57 | 100.00
|
|
1 |
12
7 |
19
| 63.16
36.84 | 100.00
-------------+----------------+------Total |
512
15 |
527
| 97.15
2.85 | 100.00
|
|
Priors | 0.9639 0.0361 |
. discrim lda X1 X2 X3 X4 X5, group(Y) priors(proportional)
Linear discriminant analysis
Resubstitution classification summary
+---------+
| Key
|
|---------|
| Number |
| Percent |
+---------+
| Classified
True Y
|
0
1 | Total
-------------+----------------+------0 |
500
8 |
508
| 98.43
1.57 | 100.00
|
|
1 |
12
7 |
19
| 63.16
36.84 | 100.00
-------------+----------------+------Total |
512
15 |
527
| 97.15
2.85 | 100.00
|
|
Priors | 0.9639 0.0361 |
. estat loadings, standardized totalstandardized unstandardized
Canonical discriminant function coefficients
| function1
-------------+----------X1 | -.1953518
X2 | -2.363181
X3 | -2.536854
X4 | -.0989809
X5 | -.106855
_cons | .6122528
Standardized canonical discriminant function coefficients
| function1
-------------+----------X1 | -.0494878
X2 | -.7913253
X3 | -.2028565
X4 | -.1694271
X5 | -.0822451
Total-sample standardized canonical discriminant function coefficients
| function1
-------------+----------X1 | -.0499745
X2 | -.8255508
X3 | -.2079869
X4 | -.1700785
X5 | -.0824645
. estat anova
Univariate ANOVA summaries
|
Adj.
Variable | Model MS
Resid MS
Total MS
R-sq
R-sq
F
Pr > F
------------+--------------------------------------------------------------X1 | .73138587 33.691531 33.628869 0.0212 0.0194 11.397 0.0008
X2 | 5.3243023
58.86747 58.765677 0.0829 0.0812 47.484 0.0000
X3 | .17866749 3.3569616 3.3509192 0.0505 0.0487 27.942 0.0000
X4 | 14.803621 1538.2325 1535.3363 0.0095 0.0076 5.0525 0.0250
X5 | 2.2576322 311.02051 310.43351 0.0072 0.0053 3.8109 0.0515
---------------------------------------------------------------------------Number of obs = 527
Model df = 1
Residual df = 525
. estat summarize
Estimation sample discrim
Number of obs =
527
------------------------------------------------------------------Variable |
Mean
Std. Dev.
Min
Max
-------------+----------------------------------------------------groupvar
|
Y |
.0360531
.1865995
0
1
-------------+----------------------------------------------------variables
|
X1 |
.1569139
.2558179
-1.782568
.9396485
X2 |
.079334
.3493388
-1.630069
.8991286
X3 |
.0632895
.0819861
-.4908823
.5306633
X4 |
1.46559
1.718296
.0003002
10.50156
X5 |
.8281983
.7717421
.0003002
6.206231
------------------------------------------------------------------. mvtest means X1 X2 X3 X4 X5, by(Y)
Test for equality of 2 group means, assuming homogeneity
| Statistic
F(df1,
df2)
= F
Prob>F
-----------------------+----------------------------------------------Wilks' lambda |
0.9094
5.0
521.0
10.39
0.0000
Pillai's trace |
0.0906
5.0
521.0
10.39
0.0000
Lawley-Hotelling trace |
0.0997
5.0
521.0
10.39
0.0000
Roy's largest root |
0.0997
5.0
521.0
10.39
0.0000
----------------------------------------------------------------------e = exact, a = approximate, u = upper bound on F
e
e
e
e
. mvtest means X1, by(Y)
Test for equality of 2 group means, assuming homogeneity
| Statistic
F(df1,
df2)
= F
Prob>F
-----------------------+----------------------------------------------Wilks' lambda |
0.9788
1.0
525.0
11.40
0.0008
Pillai's trace |
0.0212
1.0
525.0
11.40
0.0008
Lawley-Hotelling trace |
0.0217
1.0
525.0
11.40
0.0008
Roy's largest root |
0.0217
1.0
525.0
11.40
0.0008
----------------------------------------------------------------------e = exact, a = approximate, u = upper bound on F
e
e
e
e
. mvtest means X2, by(Y)
Test for equality of 2 group means, assuming homogeneity
| Statistic
F(df1,
df2)
= F
Prob>F
-----------------------+----------------------------------------------Wilks' lambda |
0.9171
1.0
525.0
47.48
0.0000 e
Pillai's trace |
0.0829
1.0
525.0
47.48
0.0000 e
Lawley-Hotelling trace |
0.0904
1.0
525.0
47.48
0.0000 e
Roy's largest root |
0.0904
1.0
525.0
47.48
0.0000 e
----------------------------------------------------------------------e = exact, a = approximate, u = upper bound on F
. mvtest means X3, by(Y)
Test for equality of 2 group means, assuming homogeneity
| Statistic
F(df1,
df2)
= F
Prob>F
-----------------------+----------------------------------------------Wilks' lambda |
0.9495
1.0
525.0
27.94
0.0000
Pillai's trace |
0.0505
1.0
525.0
27.94
0.0000
Lawley-Hotelling trace |
0.0532
1.0
525.0
27.94
0.0000
Roy's largest root |
0.0532
1.0
525.0
27.94
0.0000
----------------------------------------------------------------------e = exact, a = approximate, u = upper bound on F
e
e
e
e
. mvtest means X4, by(Y)
Test for equality of 2 group means, assuming homogeneity
| Statistic
F(df1,
df2)
= F
Prob>F
-----------------------+----------------------------------------------Wilks' lambda |
0.9905
1.0
525.0
5.05
0.0250
Pillai's trace |
0.0095
1.0
525.0
5.05
0.0250
Lawley-Hotelling trace |
0.0096
1.0
525.0
5.05
0.0250
Roy's largest root |
0.0096
1.0
525.0
5.05
0.0250
----------------------------------------------------------------------e = exact, a = approximate, u = upper bound on F
e
e
e
e
. mvtest means X5, by(Y)
Test for equality of 2 group means, assuming homogeneity
| Statistic
F(df1,
df2)
= F
Prob>F
-----------------------+----------------------------------------------Wilks' lambda |
0.9928
1.0
525.0
3.81
0.0515
Pillai's trace |
0.0072
1.0
525.0
3.81
0.0515
Lawley-Hotelling trace |
0.0073
1.0
525.0
3.81
0.0515
Roy's largest root |
0.0073
1.0
525.0
3.81
0.0515
----------------------------------------------------------------------e = exact, a = approximate, u = upper bound on F
e
e
e
e
. qnorm X1
. qnorm X2
. qnorm X3
. qnorm X4
. qnorm X5
. sktest X1 X2 X3 X4 X5
Skewness/Kurtosis tests for Normality
------ joint -----Variable |
Obs Pr(Skewness) Pr(Kurtosis) adj chi2(2)
Prob>chi2
-------------+--------------------------------------------------------------X1 |
527
0.0000
0.0000
.
0.0000
X2 |
527
0.0000
0.0000
.
0.0000
X3 |
527
0.0007
0.0000
.
0.0000
X4 |
527
0.0000
0.0000
.
0.0000
X5 |
527
0.0000
0.0000
.
0.0000
. histogram X1, normal
(bin=22, start=-1.7825683, width=.12373713)
. swilk X1 X2 X3 X4 X5
Shapiro-Wilk W test for normal data
Variable |
Obs
W
V
z
Prob>z
-------------+-----------------------------------------------------X1 |
527
0.93652
22.391
7.490
0.00000
X2 |
527
0.87279
44.869
9.165
0.00000
X3 |
527
0.92003
28.206
8.047
0.00000
X4 |
527
0.69924
106.087
11.239
0.00000
X5 |
527
0.79118
73.658
10.360
0.00000
. sfrancia X1 X2 X3 X4 X5
Shapiro-Francia W' test for normal data
Variable |
Obs
W'
V'
z
Prob>z
-------------+----------------------------------------------------X1 |
527
0.93256
25.500
7.129
0.00001
X2 |
527
0.87151
48.587
8.548
0.00001
X3 |
527
0.91454
32.316
7.650
0.00001
X4 |
527
0.69850
114.010
10.425
0.00001
X5 |
527
0.78909
79.753
9.639
0.00001
. log close
name: <unnamed>
log: C:\Users\etisu\Downloads\altman_ave_clean.smcl
log type: smcl
closed on: 13 Jan 2021, 13:19:15
--------------------------------------------------------------------------------